A Generalization of Girsanov’s Theorem on Substitution of Measures to the Case of Semi-Martingales with Jumps

DOI10.1137/1122033zbMath0374.60060OpenAlexW1978532088MaRDI QIDQ4151470

Leonid I. Galtchouk

Publication date: 1977

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1122033

Mathematics Subject Classification ID

Markov processes (60J99)

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